DAILY_DATA_PATH = '../data/daily_data.pkl'
WEEKLY_DATA_PATH = '../data/weekly_data.pkl'
INITIAL_MONEY = 100000000
STAMP_DUTY = 0.001

HOLDING_NUMS = 30

DEFAULT_KEY = '2010-03-19'

# 单因子策略所需因子名称
FACTORS = {
    'BBI': ['open', 'close', 'high', 'low', 'pre_close', 'BBI'],
    'BOLL':['open', 'close', 'high', 'low', 'boll_down', 'boll_up'],
    'PSY': ['open', 'close', 'high', 'low', 'PSY'],
    'RSI': ['open', 'close', 'high', 'low','RSI'],
    'MUL': ['close', 'excess_return', 'momentum', 'reverse', 'size', 'BM']
}

TRADE_FLAG = 'to_buy'


ANNUALIZATION_FACTORS = {'daily': 252,'weekly': 52,'monthly' : 21,'yearly': 1}

# UI
WIDTH = 310
HEIGHT = 400
FONT = "Microsoft YaHei"
